Econometrics

Econometrics I (fall 2017)

This is the support page for Econometrics I (Applied Econometrics with R, fall 2017). You can find materials (such as slides and sample programs) and other information for the course.

As a preparation for this course, you need to install R and related programs in your own computer. Here is a brief guide of how to install them. It is expected that you have done the installation before the second lecture.


Course Information

Time and classroom: Mon 19:00 - 21:20, 1700
Instructor: Jia-Ping HUANG
E-mail: huangjp #at# szu . edu . cn
Office hours: Mon/Tue 13:00 - 14:00
Grading: attitude (10%) + assignments (2 × 10%) + presentation (20%) + final report (50%)


Schedule and Materials


Assignments


Reading and Presentation

Reading groups (in initials)

Journal list (not a ranking)


Useful References

  1. Stock, J. H. and Watson, M. M., Introduction to Econometrics, 3rd Edition, Global Edition, Pearson, 2012.
    (《计量经济学导论》第三版国际版,译者:张涛、巩书欣,中国人民大学出版社、2014)
  2. Studenmund, A. H., Using Econometrics: A Practical Guide, 6th Edition, Pearson, 2011.
  3. Kleiber, C. and Zeileis, A., Applied Econometrics with R, Springer, 2008.
  4. Heiss, F., Using R for Introductory Econometrics, 2016.
  5. Dennis, B., 《R语言初学指南》,译者:高敬雅、刘波,人民邮电出版社,2016.
  6. Kabacoff, R. I., 《R语言实战》第二版,译者:王小宁等,人民邮电出版社,2016.
  7. Quick-R, http://www.statmethods.net/

Further Readings

  1. Angrist, J. D. and Pischke, J.-S., Mastering ‘Metrics: The Path from Cause to Effect, Princeton University Press, 2015.